Entropy Rate Estimation for Markov Chains with Large State Space.
Yanjun HanJiantao JiaoChuan-Zheng LeeTsachy WeissmanYihong WuTiancheng YuPublished in: NeurIPS (2018)
Keyphrases
- markov chain
- state space
- monte carlo simulation
- importance sampling
- steady state
- monte carlo
- finite state
- transition probabilities
- markov process
- reinforcement learning
- dynamic programming
- random walk
- stochastic process
- markov decision processes
- markov model
- stationary distribution
- particle filter
- state variables
- markov processes
- monte carlo method
- state transition
- search space
- information theoretic
- optimal policy
- information theory
- transition matrix
- parameter estimation
- probabilistic automata
- markov chain monte carlo
- single server
- markov decision process
- mutual information